+81.3%
FN vs VLTO
+68.7%
+12.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.4% | -13.8% | -14.2% |
| 7D | -16.0% | +12.0% | -28.0% | -17.6% |
| 30D | -40.1% | +20.8% | -60.9% | -42.5% |
| 3M | -43.9% | +20.1% | -64.0% | -46.1% |
| 6M | -55.6% | +32.6% | -88.3% | -59.2% |
| YTD | -35.7% | +17.3% | -53.0% | -36.8% |
| 1Y | -39.8% | +17.3% | -57.1% | -41.1% |
| All | +81.3% | +68.7% | +12.6% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling